+35,889.1%
VLO vs RJF
+49,848.3%
-13,959.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | +22.6% | -1.3% | +23.8% | +23.1% |
| 3M | +43.8% | +18.9% | +24.9% | +34.6% |
| 6M | +65.7% | +15.0% | +50.7% | +56.1% |
| YTD | +131.1% | +12.2% | +118.9% | +119.2% |
| 1Y | +143.6% | +5.6% | +138.0% | +135.7% |
| 3Y | +201.4% | +74.9% | +126.5% | +140.4% |
| 5Y | +568.9% | +106.6% | +462.2% | +396.0% |
| 10Y | +891.8% | +433.1% | +458.7% | +446.0% |
| All | +35,889.1% | +49,848.3% | -13,959.2% | +8,306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling